Random crashes are often a sign of a duff motherboard, which is a pain to change, so I'd try swapping out everything else 1st.
Make sure the BIOS is runnung in recommended settings. If it's overclocked then.... doh!
wada ya expecta
My other tips for reducing heat...
tie all cables together with cable ties to let the air flow.
clean out an dust from heat sinks (usually means taking the fan off) This is the no1 cause of overheating and fan noise.
Air goes out the back so make sure air can come in the front. If you not got one fit a front fan, but make sure it's blowing in!
If you get the choice of CPU go for Pentium M or Core 2 Duo they run nice and cool.
I'd expect a 9800 pro to run hot as its top of its range. Check it's fans are spinning though.
I have put plastic pegs between graphics cards and their neighbour card before now to allow better air flow. If you have spare PCI slots and there is a card next to it move it further away.
AGP is heat sinks are upside down -.- so another mod i've done in the past it taken the extra rear fan off the back of the case and mounted infront of GPU slot to move air about more from there as heat rises and can't escape.